Bayesian Model Averaging in the Presence of Structural Breaks
Year of publication: |
2006-08-24
|
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Authors: | Ravazzolo, F. ; Dijk, D.J.C. van ; Paap, R. ; Franses, Ph.H.B.F. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | stock return predictability | model uncertainty | Bayesian model averaging | structural breaks | portfolio selection |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2006-33 |
Source: |
-
Bayesian Model Averaging in the Presence of Structural Breaks
Ravazzolo, Francesco, (2006)
-
International Stock Return Predictability Under Model Uncertainty
Schrimpf, Andreas, (2008)
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International Stock Return Predictability Under Model Uncertainty
Schrimpf, Andreas, (2008)
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Evaluating real-time forecasts in real-time
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A nonlinear long memory model for US unemployment
Dijk, D.J.C. van, (2000)
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Modeling regional house prices
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